Trading Metrics calculated at close of trading on 16-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2010 |
16-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
10,245 |
10,249 |
4 |
0.0% |
10,050 |
High |
10,299 |
10,253 |
-46 |
-0.4% |
10,299 |
Low |
10,123 |
9,965 |
-158 |
-1.6% |
9,965 |
Close |
10,230 |
9,996 |
-234 |
-2.3% |
9,996 |
Range |
176 |
288 |
112 |
63.6% |
334 |
ATR |
168 |
176 |
9 |
5.1% |
0 |
Volume |
37 |
127 |
90 |
243.2% |
263 |
|
Daily Pivots for day following 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,935 |
10,754 |
10,155 |
|
R3 |
10,647 |
10,466 |
10,075 |
|
R2 |
10,359 |
10,359 |
10,049 |
|
R1 |
10,178 |
10,178 |
10,023 |
10,125 |
PP |
10,071 |
10,071 |
10,071 |
10,045 |
S1 |
9,890 |
9,890 |
9,970 |
9,837 |
S2 |
9,783 |
9,783 |
9,943 |
|
S3 |
9,495 |
9,602 |
9,917 |
|
S4 |
9,207 |
9,314 |
9,838 |
|
|
Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,089 |
10,876 |
10,180 |
|
R3 |
10,755 |
10,542 |
10,088 |
|
R2 |
10,421 |
10,421 |
10,057 |
|
R1 |
10,208 |
10,208 |
10,027 |
10,148 |
PP |
10,087 |
10,087 |
10,087 |
10,056 |
S1 |
9,874 |
9,874 |
9,966 |
9,814 |
S2 |
9,753 |
9,753 |
9,935 |
|
S3 |
9,419 |
9,540 |
9,904 |
|
S4 |
9,085 |
9,206 |
9,812 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,299 |
9,965 |
334 |
3.3% |
174 |
1.7% |
9% |
False |
True |
52 |
10 |
10,299 |
9,452 |
847 |
8.5% |
194 |
1.9% |
64% |
False |
False |
67 |
20 |
10,466 |
9,452 |
1,014 |
10.1% |
181 |
1.8% |
54% |
False |
False |
74 |
40 |
10,466 |
9,452 |
1,014 |
10.1% |
124 |
1.2% |
54% |
False |
False |
39 |
60 |
11,033 |
9,452 |
1,581 |
15.8% |
118 |
1.2% |
34% |
False |
False |
27 |
80 |
11,033 |
9,452 |
1,581 |
15.8% |
94 |
0.9% |
34% |
False |
False |
20 |
100 |
11,033 |
9,452 |
1,581 |
15.8% |
78 |
0.8% |
34% |
False |
False |
17 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,477 |
2.618 |
11,007 |
1.618 |
10,719 |
1.000 |
10,541 |
0.618 |
10,431 |
HIGH |
10,253 |
0.618 |
10,143 |
0.500 |
10,109 |
0.382 |
10,075 |
LOW |
9,965 |
0.618 |
9,787 |
1.000 |
9,677 |
1.618 |
9,499 |
2.618 |
9,211 |
4.250 |
8,741 |
|
|
Fisher Pivots for day following 16-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
10,109 |
10,132 |
PP |
10,071 |
10,087 |
S1 |
10,034 |
10,041 |
|